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Barrier Option Pricing with Model Averaging Methods under Local Volatility Models

Title
Barrier Option Pricing with Model Averaging Methods under Local Volatility Models
Authors
김남형이재욱정규환김경옥
Date Issued
2009-12-15
Publisher
APIEMS
URI
https://oasis.postech.ac.kr/handle/2014.oak/43637
Article Type
Conference
Citation
Asia Pacific Industrial Engineering & Management Systems Conference, 2009-12-15
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이재욱LEE, JAEWOOK
Dept of Industrial & Management Enginrg
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